Zobrazeno 1 - 10
of 53
pro vyhledávání: '"Daniel Felix Ahelegbey"'
Publikováno v:
Heliyon, Vol 10, Iss 17, Pp e36316- (2024)
This paper introduces a comprehensive approach to studying the impact of climate-related factors on commodity and financial markets using network analysis. We utilize a Bayesian network Vector Autoregressive model to investigate whether climate risk
Externí odkaz:
https://doaj.org/article/fad8db0c7dca4155b7652bf51d52f953
Autor:
Daniel Felix Ahelegbey, Paolo Giudici
Publikováno v:
Mathematics, Vol 12, Iss 22, p 3633 (2024)
This paper introduces a novel methodology for measuring and decomposing multidimensional inequality, allowing for the breakdown of overall inequality into contributions from distinct dimensions. This approach offers valuable insights for sustainable
Externí odkaz:
https://doaj.org/article/74cebff6392541f4aa2475189102e5b8
Autor:
Daniel Felix Ahelegbey, Paolo Giudici
Publikováno v:
Risks, Vol 11, Iss 7, p 123 (2023)
This paper shows how to improve the measurement of credit scoring by means of factor clustering. The improved measurement applies, in particular, to small and medium enterprises (SMEs) involved in P2P lending. The approach explores the concept of fam
Externí odkaz:
https://doaj.org/article/afd139f2fe784b8394873c5d8ce97254
Publikováno v:
MethodsX, Vol 8, Iss , Pp 101587- (2021)
This paper presents the estimation methods of the Bayesian Graphical Vector Auto-regression with and without innovations such as external regressors (BG-VAR(X)) and Bayesian Graphical Systems Equation Modelling with and without exogenous variables (B
Externí odkaz:
https://doaj.org/article/012c039f75784c16b7647ce2ca8ded1f
Publikováno v:
A+BE: Architecture and the Built Environment, Vol 8, Iss 3 (2018)
Following the 2007-08 Global Financial Crisis, there have been a growing research interest on the spatial interrelationships between house prices in many countries. This paper examines the spatio-temporal relationship between house prices in the twel
Externí odkaz:
https://doaj.org/article/7376be753ca54a95b65649971a847d7a
Publikováno v:
FinTech; Volume 1; Issue 1; Pages: 63-71
The aim of this paper is to propose a portfolio selection methodology capable to take into account asset tail co-movements as additional constraints in Markowitz model. We apply the methodology to the observed time series of the 10 largest crypto ass
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5547adc7a9dd35ea90b0c58d3c33ca02
https://doi.org/10.3390/fintech1010005
https://doi.org/10.3390/fintech1010005
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::efd05a165c85f79c1456ac2cc2402db7
https://doi.org/10.2139/ssrn.4451255
https://doi.org/10.2139/ssrn.4451255
Autor:
Daniel Felix Ahelegbey
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c2af2322ab63396a3595a4c3e67631f
https://doi.org/10.2139/ssrn.4451131
https://doi.org/10.2139/ssrn.4451131
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5b0c0163c0771c713f62eddd70c518da
https://doi.org/10.2139/ssrn.4338775
https://doi.org/10.2139/ssrn.4338775